My original idea was to create an algo that buys JNUG or shorts it based on divergence to physical gold. I imported gold commodity prices using quandl and ran them through my pipeline but my returns for price would result no matter the date.
I basically wanted to have something like this : gold_difference = goldprice[today] - goldprice[yesterday]
Any help would be appreciated thank you.
The current ALGO I have is just having it buy at sweet spot and short at the extremes and results were pretty good.